VRDN gamma levels.
Where VRDN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VRDN $21.14 · down 1.08% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 20 (below price · 1.14 / 5.39% away); ↯ Surge — live flow 20 (below price · 1.14 / 5.39% away); ‖ call wall — ceiling, sticky 30 (above price · 8.86 / 41.91% away); ‖ put wall — floor, slippery 20 (below price · 1.14 / 5.39% away)
- Expected move today ±2.55 · pre-open reference
- Strikes nearest the money (high to low): 24 positive, 23 negative, 22 negative, 21 positive, 20 negative, 19 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 22 and faded at 20.
- ATM implied volatility 102.2%